""" Step 5: Simulate Markov chains. This script: 1. Loads a transition matrix 2. Runs N simulations from the initial state 3. Records sequence details Input: - Transition matrix CSV - Number of simulations Output: - secuencias_simuladas.csv """ import pandas as pd import numpy as np from pathlib import Path from typing import Dict, List, Tuple, Optional from collections import Counter from tqdm import tqdm from .utils import load_config, ensure_output_dir, parse_tuple_string # ============================================================================= # VALIDATION FUNCTIONS # ============================================================================= def validate_matrix_file(matrix_path: Path) -> None: """Validate that the transition matrix file exists and is readable.""" if not matrix_path.exists(): raise FileNotFoundError( f"Transition matrix file not found: {matrix_path}\n" f"Please run Step 3 or Step 4 first to generate the transition matrix." ) if matrix_path.stat().st_size == 0: raise ValueError(f"Transition matrix file is empty: {matrix_path}") def validate_matrix_structure(transition_matrix: pd.DataFrame, matrix_path: Path) -> None: """Validate the structure and content of the transition matrix.""" if transition_matrix.empty: raise ValueError( f"Transition matrix is empty after loading from: {matrix_path}" ) # Check if matrix is square if transition_matrix.shape[0] != transition_matrix.shape[1]: raise ValueError( f"Transition matrix must be square. " f"Got shape {transition_matrix.shape} from: {matrix_path}" ) # Check for NaN values nan_count = transition_matrix.isna().sum().sum() if nan_count > 0: raise ValueError( f"Transition matrix contains {nan_count} NaN values. " f"Please check the matrix generation in Step 3/4." ) # Check that all values are non-negative if (transition_matrix.values < 0).any(): raise ValueError( f"Transition matrix contains negative values. " f"All probabilities must be >= 0." ) def validate_probability_rows(transition_matrix: pd.DataFrame, tolerance: float = 0.01) -> None: """Validate that non-absorbing state rows sum to approximately 1.""" row_sums = transition_matrix.sum(axis=1) # Identify rows that don't sum to ~1 (excluding absorbing states which have self-loops) invalid_rows = [] for idx, row_sum in enumerate(row_sums): state_name = transition_matrix.index[idx] # Skip validation for absorbing states (they should sum to 1 via self-loop) if 'ABSORCION' in str(state_name): continue if abs(row_sum - 1.0) > tolerance: invalid_rows.append((state_name, row_sum)) if invalid_rows: error_details = "\n".join([f" - {state}: sum={s:.4f}" for state, s in invalid_rows[:10]]) raise ValueError( f"Found {len(invalid_rows)} rows with invalid probability sums (expected ~1.0):\n" f"{error_details}" f"{f'... and {len(invalid_rows) - 10} more' if len(invalid_rows) > 10 else ''}" ) def validate_initial_state(state_to_idx: Dict, initial_state: Tuple) -> None: """Validate that the initial state exists in the matrix.""" if initial_state not in state_to_idx: available_states = [s for s in state_to_idx.keys() if 'CORNER_START' in str(s)][:5] raise ValueError( f"Initial state {initial_state} not found in transition matrix.\n" f"Available CORNER_START-related states: {available_states}\n" f"Total states in matrix: {len(state_to_idx)}" ) def validate_simulation_params(num_simulations: int, random_seed: int) -> None: """Validate simulation parameters.""" if num_simulations <= 0: raise ValueError(f"num_simulations must be positive, got: {num_simulations}") if num_simulations > 10_000_000: raise ValueError( f"num_simulations={num_simulations:,} is very large. " f"Maximum recommended is 10,000,000 to avoid memory issues." ) if random_seed < 0: raise ValueError(f"random_seed must be non-negative, got: {random_seed}") # ============================================================================= # SIMULATION FUNCTIONS # ============================================================================= def is_absorption_state(state: Tuple) -> bool: """Check if state is absorption (terminal).""" if isinstance(state, tuple) and len(state) > 0: return state[0] == 'ABSORCION' return False def get_absorption_type(state: Tuple) -> Optional[str]: """Get absorption type from state.""" if isinstance(state, tuple) and len(state) > 1: return state[1] return None def simulate_sequence( transition_matrix: pd.DataFrame, state_to_idx: Dict, idx_to_state: Dict, initial_state: Tuple, rng: np.random.Generator, max_steps: int = 1000 ) -> Dict: """ Simulate a single sequence from initial state. Returns: Dictionary with sequence information Raises: ValueError: If initial state is not in the matrix (should be caught earlier) """ states = [initial_state] # This should have been validated earlier, but check again for safety if initial_state not in state_to_idx: raise ValueError( f"Initial state {initial_state} not found in state_to_idx. " f"This should have been caught during validation." ) current_state = initial_state for step in range(max_steps): current_idx = state_to_idx[current_state] transition_probs = transition_matrix.iloc[current_idx, :].values prob_sum = np.sum(transition_probs) if prob_sum == 0: # This is a dead-end state with no outgoing transitions # This shouldn't happen in a well-formed matrix but we handle it return { 'states': states, 'length': len(states) - 1, 'terminated': True, 'termination_reason': 'no_transitions', 'absorption_type': None } # Normalize probabilities if they don't sum to exactly 1 (floating point issues) if abs(prob_sum - 1.0) > 1e-10: transition_probs = transition_probs / prob_sum # Sample next state try: next_idx = rng.choice(len(transition_probs), p=transition_probs) except ValueError as e: raise ValueError( f"Failed to sample next state at step {step} from state {current_state}. " f"Probabilities sum to {prob_sum}. Error: {e}" ) next_state = idx_to_state[next_idx] states.append(next_state) if is_absorption_state(next_state): return { 'states': states, 'length': len(states) - 1, 'terminated': True, 'termination_reason': 'absorption', 'absorption_type': get_absorption_type(next_state) } current_state = next_state # Max steps reached - this indicates the chain didn't absorb return { 'states': states, 'length': len(states) - 1, 'terminated': True, 'termination_reason': 'max_steps_reached', 'absorption_type': None } def run_simulations( matrix_path: Path, output_folder: Path, num_simulations: int = 50000, random_seed: int = 42 ) -> Path: """ Main function to run Markov simulations. Args: matrix_path: Path to transition matrix CSV output_folder: Output directory num_simulations: Number of simulations random_seed: Random seed for reproducibility Returns: Path to output CSV """ print(f"\n{'='*80}") print("STEP 5: MARKOV CHAIN SIMULATIONS") print(f" Simulations: {num_simulations:,}") print(f" Random seed: {random_seed}") print(f"{'='*80}") # ========================================================================= # VALIDATION # ========================================================================= print(f"\nšŸ” Validating inputs...") # Validate simulation parameters validate_simulation_params(num_simulations, random_seed) # Validate matrix file exists validate_matrix_file(matrix_path) # Load matrix print(f"\nšŸ“‚ Loading transition matrix from {matrix_path}...") try: transition_matrix = pd.read_csv(matrix_path, index_col=0) except pd.errors.EmptyDataError: raise ValueError(f"Transition matrix file is empty or malformed: {matrix_path}") except pd.errors.ParserError as e: raise ValueError(f"Failed to parse transition matrix CSV: {matrix_path}\nError: {e}") # Validate matrix structure validate_matrix_structure(transition_matrix, matrix_path) # Parse states print(f" Parsing state tuples...") states = [] for i, s in enumerate(transition_matrix.index): try: parsed = parse_tuple_string(s) states.append(parsed) except Exception as e: raise ValueError( f"Failed to parse state at index {i}: '{s}'\nError: {e}" ) state_to_idx = {state: i for i, state in enumerate(states)} idx_to_state = {i: state for i, state in enumerate(states)} print(f" āœ… Loaded {len(states)} states") # Validate probability rows validate_probability_rows(transition_matrix) print(f" āœ… Probability rows validated") # Initial state - always start from CORNER_START (the beginning of a corner sequence) initial_state = ('CORNER_START', 'corner', 'atacante') validate_initial_state(state_to_idx, initial_state) # Run simulations print(f"\nšŸŽ² Running {num_simulations:,} simulations...") rng = np.random.default_rng(random_seed) sequences = [] for i in tqdm(range(num_simulations), desc=" Simulating"): seq = simulate_sequence( transition_matrix, state_to_idx, idx_to_state, initial_state, rng ) seq['sequence_id'] = i + 1 sequences.append(seq) print(f" āœ… Simulations complete") # Analyze results absorption_counts = Counter(s['absorption_type'] for s in sequences if s['absorption_type']) termination_counts = Counter(s['termination_reason'] for s in sequences) lengths = [s['length'] for s in sequences] # Validate simulation results max_steps_count = termination_counts.get('max_steps_reached', 0) no_transitions_count = termination_counts.get('no_transitions', 0) if max_steps_count > 0: pct = max_steps_count / num_simulations * 100 print(f"\nāš ļø WARNING: {max_steps_count:,} sequences ({pct:.2f}%) reached max_steps without absorbing.") if pct > 5: raise ValueError( f"Too many sequences ({pct:.1f}%) reached max_steps without absorbing. " f"This indicates a problem with the transition matrix (e.g., missing absorption states)." ) if no_transitions_count > 0: pct = no_transitions_count / num_simulations * 100 print(f"\nāš ļø WARNING: {no_transitions_count:,} sequences ({pct:.2f}%) hit dead-end states.") if pct > 1: raise ValueError( f"Too many sequences ({pct:.1f}%) hit dead-end states with no outgoing transitions. " f"This indicates a problem with the transition matrix." ) print(f"\nšŸ“Š Simulation statistics:") print(f" Mean length: {np.mean(lengths):.2f}") print(f" Median length: {np.median(lengths):.1f}") print(f" Max length: {max(lengths)}") print(f"\nšŸ“Š Termination reasons:") for reason, count in termination_counts.most_common(): pct = count / num_simulations * 100 print(f" {reason}: {count:,} ({pct:.1f}%)") print(f"\nšŸ“Š Absorption distribution:") for abs_type, count in absorption_counts.most_common(): pct = count / num_simulations * 100 print(f" {abs_type}: {count:,} ({pct:.1f}%)") # Count corners per sequence for statistics # Each sequence starts with 1 corner (CORNER_START) # If it ends in ABSORCION(corner), that's another corner won corner_counts = Counter() for seq in sequences: # Start with 1 for the initial corner num_corners = 1 # Add 1 if ended by winning another corner if seq['absorption_type'] == 'corner': num_corners += 1 corner_counts[num_corners] += 1 print(f"\nšŸ“Š Corners per sequence:") for n_corners, count in sorted(corner_counts.items()): pct = count / num_simulations * 100 label = "corner" if n_corners == 1 else "corners" print(f" {n_corners} {label}: {count:,} ({pct:.1f}%)") multi_corner_pct = sum(c for n, c in corner_counts.items() if n > 1) / num_simulations * 100 print(f" → Sequences ending with another corner: {multi_corner_pct:.1f}%") # Prepare output DataFrame rows = [] for seq in sequences: states_list = seq['states'] # Count corners: 1 for initial + 1 if ended in corner absorption num_corners = 1 if seq['absorption_type'] == 'corner': num_corners += 1 # Get corner zone (first state after CORNER_START) corner_zone = None if len(states_list) > 1: first_state = states_list[1] if isinstance(first_state, tuple) and len(first_state) > 0: corner_zone = first_state[0] if first_state[0] != 'ABSORCION' else None # Count events event_counts = Counter() zones_visited = [] events_sequence = [] for state in states_list: if isinstance(state, tuple) and len(state) >= 2: if state[0] not in ['CORNER_START', 'ABSORCION']: zones_visited.append(state[0]) event_counts[state[1]] += 1 events_sequence.append(state[1]) rows.append({ 'sequence_id': seq['sequence_id'], 'num_corners': num_corners, 'num_events': seq['length'], 'absorption_event': seq['absorption_type'] or '', 'corner_zone': corner_zone, 'termination_reason': seq['termination_reason'], 'count_pass': event_counts.get('pass', 0), 'count_shot': event_counts.get('shot', 0), 'count_defensive_possession': event_counts.get('defensive_possession', 0), 'count_keeper_action': event_counts.get('keeper_action', 0), 'count_other_events': event_counts.get('other_events', 0), 'states_sequence': '|'.join(str(s) for s in states_list), 'zones_sequence': '|'.join(zones_visited), 'events_sequence': '|'.join(events_sequence), }) df = pd.DataFrame(rows) # Save ensure_output_dir(output_folder) output_path = output_folder / "secuencias_simuladas.csv" df.to_csv(output_path, index=False) print(f"\n āœ… Saved: {output_path} ({len(df):,} sequences)") print(f"\n{'='*80}") print("āœ… STEP 5 COMPLETE") print(f"{'='*80}") return output_path if __name__ == "__main__": import argparse parser = argparse.ArgumentParser(description="Run Markov simulations") parser.add_argument("--matrix-path", required=True) parser.add_argument("--output-folder", required=True) parser.add_argument("--num-simulations", type=int, default=50000) parser.add_argument("--random-seed", type=int, default=42) args = parser.parse_args() run_simulations( matrix_path=Path(args.matrix_path), output_folder=Path(args.output_folder), num_simulations=args.num_simulations, random_seed=args.random_seed )